WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,268
COMMITMENTS
80,963 96,644 40,039 179,041 148,965 300,043 285,648 30,225 44,620
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -558)
-137 -5,011 -3,261 2,609 7,944 -789 -328 231 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 29.3 12.1 54.2 45.1 90.8 86.5 9.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
96 141 96 67 87 234 263
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 942,450
COMMITMENTS
274,984 117,284 97,298 469,152 495,813 841,434 710,395 101,016 232,055
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 37,606)
12,870 -7,871 12,199 9,609 21,996 34,678 26,324 2,928 11,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 12.4 10.3 49.8 52.6 89.3 75.4 10.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
155 140 143 173 256 421 470
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,074
COMMITMENTS
2,104 250 1,867 7,610 10,071 11,581 12,188 2,493 1,886
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 731)
-88 -362 867 -427 266 352 771 379 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 1.8 13.3 54.1 71.6 82.3 86.6 17.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 4 17 12 31 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,120
COMMITMENTS
124,214 54,082 88,267 204,423 252,570 416,904 394,919 60,216 82,201
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 2,408)
11,256 1,887 -6,984 -6,062 7,338 -1,790 2,241 4,198 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 11.3 18.5 42.8 52.9 87.4 82.8 12.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
156 117 148 106 138 357 341
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,433
COMMITMENTS
18,497 6,084 370 11 3,312 18,878 9,766 2,555 11,667
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -178)
-180 1,780 24 -1 -1,028 -157 776 -21 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 28.4 1.7 0.1 15.5 88.1 45.6 11.9 54.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 11 13 1 7 19 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 241,458
COMMITMENTS
50,033 39,776 52,628 106,145 126,384 208,806 218,788 32,652 22,670
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 8,673)
7,394 -6,173 1,869 -1,528 14,732 7,735 10,428 938 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 16.5 21.8 44.0 52.3 86.5 90.6 13.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
67 62 76 54 54 173 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 729,615
COMMITMENTS
78,783 154,955 5,263 526,383 443,040 610,429 603,258 119,186 126,357
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -16,457)
2,599 2,484 -4,724 -1,139 -18,664 -3,264 -20,904 -13,193 4,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 21.2 0.7 72.1 60.7 83.7 82.7 16.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
38 27 12 67 67 113 98
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,252
COMMITMENTS
47,630 17,843 16,606 56,598 96,860 120,834 131,309 30,418 19,943
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -332)
420 537 481 -4,021 -2,264 -3,120 -1,246 2,788 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 11.8 11.0 37.4 64.0 79.9 86.8 20.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
57 33 38 60 50 147 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,503
COMMITMENTS
3,145 1,095 974 5,803 9,369 9,922 11,438 2,581 1,065
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 232)
-62 -125 -19 192 780 111 636 121 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 8.8 7.8 46.4 74.9 79.4 91.5 20.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 6 10 22 17 49 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 998,741
COMMITMENTS
336,157 156,275 14,489 558,983 707,033 909,629 877,797 89,112 120,944
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 96,124)
29,490 -6,938 981 61,646 102,082 92,117 96,125 4,007 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 15.6 1.5 56.0 70.8 91.1 87.9 8.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
34 62 20 68 114 110 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,276,936
COMMITMENTS
170,497 211,269 50,263 808,734 725,167 1029494 986,699 247,442 290,237
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 23,913)
19,180 20,449 2,000 14,718 -17 35,898 22,432 -11,985 1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 16.5 3.9 63.3 56.8 80.6 77.3 19.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
40 55 30 96 111 153 179
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 765,150
COMMITMENTS
113,198 72,396 12,816 455,678 480,454 581,692 565,666 183,458 199,484
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -4,001)
-4,999 -8,333 8,457 7,050 -11,609 10,508 -11,485 -14,509 7,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 9.5 1.7 59.6 62.8 76.0 73.9 24.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
21 22 12 62 79 90 106
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 477,775
COMMITMENTS
111,070 56,370 55,498 274,716 329,604 441,284 441,472 36,491 36,303
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 25,652)
2,642 2,103 4,903 11,984 15,791 19,529 22,797 6,123 2,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 11.8 11.6 57.5 69.0 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 14 32 43 46 84 87
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,634
COMMITMENTS
2,719 1,562 0 7,441 9,302 10,160 10,864 3,474 2,770
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 204)
-835 160 -4 522 -28 -317 128 521 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 11.5 0.0 54.6 68.2 74.5 79.7 25.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 0 4 7 9 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,346
COMMITMENTS
27,890 14,380 539 21,381 32,038 49,810 46,957 11,536 14,389
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -2,225)
578 6,360 -164 -2,285 -7,999 -1,871 -1,803 -354 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 23.4 0.9 34.9 52.2 81.2 76.5 18.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
31 13 5 25 24 57 41
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,792
COMMITMENTS
808 1,660 247 14,509 13,719 15,564 15,626 228 166
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -652)
68 -755 152 -857 -65 -637 -668 -15 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 10.5 1.6 91.9 86.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 9 2 12 16 19 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 37,617
COMMITMENTS
8,370 232 25 29,023 37,316 37,418 37,573 199 44
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 5,179)
1,239 -779 0 3,973 5,964 5,212 5,185 -33 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 0.6 0.1 77.2 99.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 6 1 10 11 20 18
Updated October 23, 2009